5 problems
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Extension of empirical process results from i.i.d. to dependent data
Consider empirical process results whose analysis separates the size of the function class from the stochastic properties of the underlying process. Extension conjecture. The theor…
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Relaxation of independence to a mixing condition for aggregated knockoffs
Let denote the knockoff statistics used in the AKO+BH procedure, and suppose that Assumption … can be relaxed to some mixing condition. The conjecture is motivated by the fac…
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MHDAIC prediction-rate conjecture for multivariate high-dimensional regression
MHDAIC prediction-rate conjecture. The quantity
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Extension of Koltchinskii and Lounici's result to geometrically mixing data
The setting concerns high-dimensional data with weak temporal dependence, and Talagrand's majorizing-measures approach to removing the extra multiplicative dimension factor from th…
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Asymptotic normality conjecture for the incomplete quadratic density estimator
Asymptotic normality conjecture.